+180.7%
HIMS vs BKR
+210.7%
-30.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | -0.7% | -7.0% | +6.3% | +0.6% |
| 30D | -8.2% | -8.1% | -0.1% | -6.8% |
| 3M | -4.7% | -6.6% | +1.9% | -3.7% |
| 6M | +6.3% | +0.9% | +5.4% | +5.3% |
| YTD | -15.3% | +31.1% | -46.4% | -20.8% |
| 1Y | -46.9% | +27.7% | -74.6% | -50.1% |
| 3Y | +321.3% | +71.2% | +250.1% | +280.3% |
| 5Y | +215.8% | +177.6% | +38.2% | +169.6% |
| All | +180.7% | +210.7% | -30.0% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BKR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling